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Publications in Social Sciences

Using OLS to Estimate and Test for Structural Changes in Models With Endogenous Regressors

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2015English

Estimation of Firm‐Level Productivity in the Presence of Exports: Evidence From China's Manufacturing

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2020English

Cover's Universal Portfolio, Stochastic Portfolio Theory, and the Numéraire Portfolio

Mathematical Finance
FinanceApplied MathematicsEconomicsEconometricsAccountingSocial Sciences
2018English

A Discrete-Choice Model for Large Heterogeneous Panels With Interactive Fixed Effects With an Application to the Determinants of Corporate Bond Issuance

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2017English

Introducing the Euro-Sting: Short-Term Indicator of Euro Area Growth

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2010English

Optimal Redeeming Strategy of Stock Loans With Finite Maturity

Mathematical Finance
FinanceApplied MathematicsEconomicsEconometricsAccountingSocial Sciences
2010English

Nets: Network Estimation for Time Series

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2019English

Exchange Rate Predictability and Dynamic Bayesian Learning

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2020English

Forecasting With the Standardized Self-Perturbed Kalman Filter

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2016English

A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2013English

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